Access Statistics for Steffen Sorensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors 0 0 0 224 1 5 13 1,040
Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium 0 0 0 150 0 0 5 613
Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves 0 0 0 152 1 7 16 368
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 0 2 690 1 2 21 1,830
Macroeconomic Sources of Equity Risk 0 0 0 601 0 2 15 2,268
Measuring monetary policy expectations from financial market instruments 1 1 1 97 2 5 18 300
Stress tests of UK banks using a VAR approach 0 0 1 960 0 2 11 2,048
THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY 0 0 0 171 0 1 3 489
The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) 0 0 0 133 0 8 17 409
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility 0 0 0 164 1 4 17 568
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 0 2 14 386
The asymmetric effect of the business cycle on the relation between stock market returns and their volatility 0 0 0 72 1 2 14 234
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 1 2 796 0 5 18 2,510
Total Working Papers 1 2 6 4,345 7 45 182 13,063

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 0 1 3 60
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves 0 0 1 234 0 5 18 571
The equity premium and the business cycle: the role of demand and supply shocks 0 0 0 62 0 4 12 176
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 0 7 325 2 7 35 811
Total Journal Articles 0 0 8 625 2 17 68 1,618

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Statistics updated 2026-06-04